+78.3%
KEY vs AU
+617.7%
-539.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.3% | -0.2% |
| 7D | +1.8% | -1.1% | +2.8% | +1.8% |
| 30D | +7.1% | -4.4% | +11.6% | +7.3% |
| 3M | -5.9% | -10.0% | +4.1% | -5.5% |
| 6M | +2.2% | -14.5% | +16.7% | +2.7% |
| YTD | +6.4% | +6.4% | 0.0% | +4.9% |
| 1Y | +24.8% | +7.7% | +17.1% | +22.9% |
| 3Y | +125.2% | +514.1% | -388.9% | +94.7% |
| 5Y | +13.0% | +386.5% | -373.6% | -2.7% |
| 10Y | +98.5% | +851.3% | -752.8% | +52.0% |
| All | +78.3% | +617.7% | -539.5% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling